Fractional programming: a guided tour of applications and solution methods

Fractional programming: a guided tour of applications and solution methods

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Article ID: iaor20052789
Country: France
Volume: 33
Issue: 4
Start Page Number: 383
End Page Number: 419
Publication Date: Oct 1999
Journal: RAIRO Operations Research
Authors: ,
Keywords: programming: integer
Abstract:

Fractional programming consists in optimizing a ratio of two functions subject to some constraints. Different versions of this model, linear or nonlinear, have applications in various fields like combinatorial optimization, stochastic programming, data bases, and economy. Three resolution methods are presented: direct solution, parametric approach and solution of an equivalent problem.

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